Moderate deviation principle for multivalued stochastic differential equations

DOI10.1142/S021949372050015XMaRDI QIDQ5114812zbMATH OpenOpenAlexFDO

Authors Hua Zhang

Publication date 26 June 2020

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s021949372050015x

zbMATH Keywords

moderate deviation principlemaximal monotone operatormultivalued stochastic differential equation

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(10)

• The moderate deviation principle for minimizers of convex processes
• Well-posedness of stochastic variational inequalities with discontinuous drifts
• Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises
• Moderate deviation principle for a class of stochastic partial differential equations
• Moderate deviation principle for the 2D stochastic convective Brinkman-Forchheimer equations
• Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations
• A moderate deviation principle for stochastic Volterra equation
• A transfer principle for multivalued stochastic differential equations
• Moderate deviation principle for Brownian motions on the unit sphere in \(\mathbb R^d\)
• Moderate deviations for estimators under exponentially stochastic differentiability conditions

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